In one of my previous posts I have been asked to explain how to make a thread ball, like that one. I decided to prepare a small tutorial, thought it would be the easier way to show all steps. Please forgive me for bad pictures quality, they were taken on a dark dark night ;)

When you are finished wrapping your balloon, leave it on a paper to dry (e.g. overnight). When it's completely dry, pierce the balloon and gently take it out through the threads. If glued hard, it might start deforming your ball, pierce it then in several places or 'help' it unglue ;)